NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 11-May-2016
Day Change Summary
Previous Current
10-May-2016 11-May-2016 Change Change % Previous Week
Open 44.26 45.78 1.52 3.4% 47.11
High 45.94 47.62 1.68 3.7% 47.26
Low 44.12 45.13 1.01 2.3% 44.39
Close 45.83 47.48 1.65 3.6% 45.74
Range 1.82 2.49 0.67 36.8% 2.87
ATR 1.74 1.80 0.05 3.1% 0.00
Volume 60,400 87,709 27,309 45.2% 302,056
Daily Pivots for day following 11-May-2016
Classic Woodie Camarilla DeMark
R4 54.21 53.34 48.85
R3 51.72 50.85 48.16
R2 49.23 49.23 47.94
R1 48.36 48.36 47.71 48.80
PP 46.74 46.74 46.74 46.96
S1 45.87 45.87 47.25 46.31
S2 44.25 44.25 47.02
S3 41.76 43.38 46.80
S4 39.27 40.89 46.11
Weekly Pivots for week ending 06-May-2016
Classic Woodie Camarilla DeMark
R4 54.41 52.94 47.32
R3 51.54 50.07 46.53
R2 48.67 48.67 46.27
R1 47.20 47.20 46.00 46.50
PP 45.80 45.80 45.80 45.45
S1 44.33 44.33 45.48 43.63
S2 42.93 42.93 45.21
S3 40.06 41.46 44.95
S4 37.19 38.59 44.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.62 44.12 3.50 7.4% 2.13 4.5% 96% True False 73,183
10 47.95 44.12 3.83 8.1% 1.82 3.8% 88% False False 62,540
20 47.95 40.29 7.66 16.1% 1.82 3.8% 94% False False 49,167
40 47.95 38.14 9.81 20.7% 1.61 3.4% 95% False False 38,972
60 47.95 35.52 12.43 26.2% 1.60 3.4% 96% False False 33,346
80 47.95 32.22 15.73 33.1% 1.69 3.6% 97% False False 29,551
100 47.95 32.22 15.73 33.1% 1.61 3.4% 97% False False 24,708
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 58.20
2.618 54.14
1.618 51.65
1.000 50.11
0.618 49.16
HIGH 47.62
0.618 46.67
0.500 46.38
0.382 46.08
LOW 45.13
0.618 43.59
1.000 42.64
1.618 41.10
2.618 38.61
4.250 34.55
Fisher Pivots for day following 11-May-2016
Pivot 1 day 3 day
R1 47.11 46.94
PP 46.74 46.41
S1 46.38 45.87

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These figures are updated between 7pm and 10pm EST after a trading day.

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